First of all have you checked the transmission fluid level? You know how to do that? While you're at check you oil level too! Now about the check engine light. I get that now and then. What you should do is go to Auto Zone and tell a sales rep there that you get that check engine light notice and he or she will come out to your car with you with a little electronic device and run a simple little diagnostics which he or she will go back into the store and then connecy the device to a computer and print out the results and will give you a copy. He or she will explain what it means and suggest a course of action. What the Light Means
The "check engine" light is part of your car's so-called onboard diagnostics (OBD) system. Since the 1980s, computers increasingly have controlled and monitored vehicle performance, regulating such variables as engine speed (RPM), fuel mixture, and ignition timing. In some cars, the computer also tells the automatic transmission when to shift.
When it finds a problem in the electronic-control system that it can't correct, the computer turns on a yellow warning indicator that's labeled "check engine," "service engine soon" or "check powertrain." Or the light may be nothing more than a picture of an engine, known as the International Check Engine Symbol, perhaps with the word "Check." In addition to turning on the light, the computer stores a "trouble code" in its memory that identifies the source of the problem, such as a malfunctioning sensor or a misfiring engine. The code can be read with an electronic scan tool or a diagnostic computer, standard equipment in auto repair shops. There are also a number of relatively inexpensive code readers that are designed for do-it-yourselfers. For mor details here's a link that will explain it all to you and make you feel at ease. But get that trans checked out.
http://www.consumerreports.org/cro/cars/new-cars/news/2005/what-to-do-if-the-check-engine-light-goes-on/overview/index.htm